All possible subset regressions using the QR decomposition

DOI10.1016/0167-9473(89)90023-6zbMath0726.62115OpenAlexW2075090283MaRDI QIDQ804185

N. E. Zubov

Publication date: 1989

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(89)90023-6

zbMATH Keywords

algorithmsQR decompositionlinear regressionGivens' rotationssubset regressions

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) General nonlinear regression (62J02) Probabilistic methods, stochastic differential equations (65C99)

Related Items

A fast algorithm for non-negativity model selection, Efficient algorithms for computing the best subset regression models for large-scale problems, A graph approach to generate all possible regression submodels, All possible subset regressions using the triangular decomposition, Applied regression analysis bibliography update 1988-89

Uses Software

• AS 38
• LINPACK
• AS 164
• AS 183
• AS 46

Cites Work

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• Selection of Subsets of Regression Variables
• A Tutorial on the SWEEP Operator
• Algorithm AS 164: Least Squares Subject to Linear Constraints
• Regressions by Leaps and Bounds